+13.8%
DBX vs NTRS
+93.2%
-79.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +2.1% | +1.4% | +0.7% | +1.7% |
| 30D | +5.7% | -0.7% | +6.4% | +5.9% |
| 3M | +31.8% | +11.3% | +20.5% | +26.9% |
| 6M | +37.5% | +35.5% | +1.9% | +23.0% |
| YTD | +27.9% | +40.6% | -12.7% | +12.5% |
| 1Y | +15.0% | +49.2% | -34.2% | -1.3% |
| 3Y | +27.2% | +167.2% | -140.0% | -14.9% |
| All | +13.8% | +93.2% | -79.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling